CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 16-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9960 |
0.9953 |
-0.0007 |
-0.1% |
0.9833 |
| High |
0.9966 |
1.0098 |
0.0132 |
1.3% |
0.9971 |
| Low |
0.9910 |
0.9925 |
0.0015 |
0.2% |
0.9795 |
| Close |
0.9928 |
1.0025 |
0.0097 |
1.0% |
0.9930 |
| Range |
0.0056 |
0.0173 |
0.0117 |
208.0% |
0.0176 |
| ATR |
0.0115 |
0.0119 |
0.0004 |
3.6% |
0.0000 |
| Volume |
234 |
889 |
655 |
279.9% |
1,225 |
|
| Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0533 |
1.0452 |
1.0120 |
|
| R3 |
1.0361 |
1.0279 |
1.0072 |
|
| R2 |
1.0188 |
1.0188 |
1.0057 |
|
| R1 |
1.0107 |
1.0107 |
1.0041 |
1.0148 |
| PP |
1.0016 |
1.0016 |
1.0016 |
1.0036 |
| S1 |
0.9934 |
0.9934 |
1.0009 |
0.9975 |
| S2 |
0.9843 |
0.9843 |
0.9993 |
|
| S3 |
0.9671 |
0.9762 |
0.9978 |
|
| S4 |
0.9498 |
0.9589 |
0.9930 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0425 |
1.0353 |
1.0026 |
|
| R3 |
1.0249 |
1.0177 |
0.9978 |
|
| R2 |
1.0074 |
1.0074 |
0.9962 |
|
| R1 |
1.0002 |
1.0002 |
0.9946 |
1.0038 |
| PP |
0.9898 |
0.9898 |
0.9898 |
0.9916 |
| S1 |
0.9826 |
0.9826 |
0.9913 |
0.9862 |
| S2 |
0.9723 |
0.9723 |
0.9897 |
|
| S3 |
0.9547 |
0.9651 |
0.9881 |
|
| S4 |
0.9372 |
0.9475 |
0.9833 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0098 |
0.9831 |
0.0267 |
2.7% |
0.0112 |
1.1% |
73% |
True |
False |
394 |
| 10 |
1.0098 |
0.9795 |
0.0303 |
3.0% |
0.0097 |
1.0% |
76% |
True |
False |
294 |
| 20 |
1.0098 |
0.9360 |
0.0738 |
7.4% |
0.0121 |
1.2% |
90% |
True |
False |
398 |
| 40 |
1.0117 |
0.9360 |
0.0757 |
7.5% |
0.0128 |
1.3% |
88% |
False |
False |
315 |
| 60 |
1.0117 |
0.9055 |
0.1062 |
10.6% |
0.0106 |
1.1% |
91% |
False |
False |
233 |
| 80 |
1.0117 |
0.9043 |
0.1074 |
10.7% |
0.0090 |
0.9% |
91% |
False |
False |
178 |
| 100 |
1.0117 |
0.8912 |
0.1205 |
12.0% |
0.0076 |
0.8% |
92% |
False |
False |
143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0831 |
|
2.618 |
1.0549 |
|
1.618 |
1.0377 |
|
1.000 |
1.0270 |
|
0.618 |
1.0204 |
|
HIGH |
1.0098 |
|
0.618 |
1.0032 |
|
0.500 |
1.0011 |
|
0.382 |
0.9991 |
|
LOW |
0.9925 |
|
0.618 |
0.9818 |
|
1.000 |
0.9752 |
|
1.618 |
0.9646 |
|
2.618 |
0.9473 |
|
4.250 |
0.9192 |
|
|
| Fisher Pivots for day following 16-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0020 |
1.0005 |
| PP |
1.0016 |
0.9985 |
| S1 |
1.0011 |
0.9964 |
|